Humberside Police are at West Green in the East Yorkshire town, following the discovery of what they described as “an item of ordinance”.
West Green has been closed and a cordon of 100 metres imposed as a safety measure.
A police spokesman said: “Contractors working on a construction site have uncovered an item of ordinance. Explosive Ordnance Disposal officers are assessing the uncovered ordnance and will make it safe as soon as possible.”
Residents are being advised to avoid the area.